For GRIB:
On Linux you can use the grib_copy tool. This tools comes with ECMWF's ecCodes package:
grib_copy grib_file_1 grib_file_2 ... output_grib_file
On Linux you can simply concatenate the GRIB files:
cat grib_file_1 grib_file_2 ... grib_file_N > output_grib_file
For NetCDF (unsupported by ECMWF)
Care needs to be taken when merging NetCDF files, as differences in the structure of the files can cause issue. Other issues such as the total size of the merged files also needs to be considered.
If the files are of similar structure, one way to merge netcdf files is using CDO merge:
cdo merge infile1 infile2 infile3 outfile
or if a valid time'
cdo mergetime infile1 infile2 infile3 infile4 outfile
Another option could be NCO (NetCDF Operators). However, please be sure that the files are 'unpacked' before merging them. The NCO 'ncpdq' command can be used to produce an unpacked version of the files.
Here an example of merging for ERA5 NetCDF files from the CDS:
Download the data:
Set record dimension in each file (this is required, as it the dimension to merge the individual files along):
ncks --mk_rec_dmn time ERA5_slhf_sshf_01.nc ERA5_slhf_sshf_01_time_rec.nc ncks --mk_rec_dmn time ERA5_slhf_sshf_02.nc ERA5_slhf_sshf_02_time_rec.nc
Note that the data are still packed - they need to be unpacked before they can be merged:
ncpdq -U ERA5_slhf_sshf_01_time_rec.nc ERA5_slhf_sshf_01_time_rec_unpack.nc ncpdq -U ERA5_slhf_sshf_02_time_rec.nc ERA5_slhf_sshf_02_time_rec_unpack.nc
Then they can be successfully merged:
ncrcat ERA5_slhf_sshf_01_time_rec_unpack.nc ERA5_slhf_sshf_02_time_rec_unpack.nc ERA5_slhf_sshf_0102_time_rec_unpack.nc